Hypothetical capital of CCP

Reference date:

June 30, 2021

Currency

RUB

Units

1?000 000

 

 

FX and precious metals market

Securities market

Derivatives market

Standardised OTC derivatives market

Hypothetical capital (KCCP)

10.58

1 010.35

19.40

39.61

C-factor

0.20%

14.10%

0.80%

2.56%

DFCM

2 830.00

2 164.00

930.00

550.00

DFCCP

2 500.00

5 000.00 *

1 500.00

1 000.00

 *including additional dedicated CCP capital in amount of 3 billion RUB